Just got around to seeing your post. I had oil-filled caps in a speaker that I built. It was used for the high end crossover, from about 5 KHz and up. When I bought those caps, they were "available" and "cheap", as I was a student at the time. Since then, I have replaced those with mylar film capacitors and the sound is better, in the sense of clearer.

My Sansui 2500s are so old that I would not change the capacitors out. I would end up burning something up with today's new capacitor ratings. Anyway, changing the capacitors would improve what? Can the improvement be measured? If so, then you started out with something that wasn't engineered correctly to begin with. Thus, the only justification for dicking around with capacitors. Especially, on these new very high dollar speaker systems.